+8,520.0%
AMD vs EFA
+146.6%
+8,373.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.8% |
| 7D | +44.7% | +1.3% | +43.5% | +42.2% |
| 30D | -3.3% | +0.5% | -3.9% | -3.1% |
| 3M | +21.2% | -4.1% | +25.3% | +30.9% |
| 6M | +30.6% | +2.4% | +28.1% | +29.7% |
| YTD | +173.3% | +10.0% | +163.3% | +145.9% |
| 1Y | +126.1% | +11.4% | +114.7% | +100.1% |
| 3Y | +393.5% | +65.4% | +328.2% | +150.0% |
| 5Y | +295.8% | +49.6% | +246.2% | +140.2% |
| All | +8,520.0% | +146.6% | +8,373.4% | +3,564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling